Made in PSPX but it should be easy enough to apply the steps to other programs...
Well, a lot of people, rather that do big fancy icons, use color fills, hue/saturation, color balance, etc to just change the colors. Icons without all the brushes, textures, text, etc are know as base icons. Since they're so popular, I thought I'd give a tutorial on how to achieve this look

No single icon is the same since in every picture, the lighting and colors are different. The picture I used is here
1) Crop to 100x100 (I did mine to 98x98 since I added a 1 pixel white border)
2) New Adjustment Layer >> Color Balance
Midtones >> -55, -30, 19
Preserve luminance: checked
3) New Adjustment Layer >> Hue/Saturation/Lightness
Master >> Saturation >> 30
4) New [raster] Layer >> Flood Fill #1d0a64 >> 100% Opacity >> Exclusion
5) Duplicate that layer and set the opacity on 35%
6) Duplicate the base (your picture) and bring it to the top.
7) Set it on overlay
8) And you're done!